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MNIST Classification using Neural ODEs

To understand Neural ODEs, users should look up these lecture notes. We recommend users to directly use DiffEqFlux.jl, instead of implementing Neural ODEs from scratch.

Package Imports

julia
using Lux, ComponentArrays, SciMLSensitivity, LuxCUDA, Optimisers, OrdinaryDiffEqTsit5,
      Random, Statistics, Zygote, OneHotArrays, InteractiveUtils, Printf
using MLDatasets: MNIST
using MLUtils: DataLoader, splitobs

CUDA.allowscalar(false)

Loading MNIST

julia
function loadmnist(batchsize, train_split)
    # Load MNIST: Only 1500 for demonstration purposes
    N = 1500
    dataset = MNIST(; split=:train)
    imgs = dataset.features[:, :, 1:N]
    labels_raw = dataset.targets[1:N]

    # Process images into (H,W,C,BS) batches
    x_data = Float32.(reshape(imgs, size(imgs, 1), size(imgs, 2), 1, size(imgs, 3)))
    y_data = onehotbatch(labels_raw, 0:9)
    (x_train, y_train), (x_test, y_test) = splitobs((x_data, y_data); at=train_split)

    return (
        # Use DataLoader to automatically minibatch and shuffle the data
        DataLoader(collect.((x_train, y_train)); batchsize, shuffle=true),
        # Don't shuffle the test data
        DataLoader(collect.((x_test, y_test)); batchsize, shuffle=false)
    )
end
loadmnist (generic function with 1 method)

Define the Neural ODE Layer

First we will use the @compact macro to define the Neural ODE Layer.

julia
function NeuralODECompact(
        model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...)
    return @compact(; model, solver, tspan, kwargs...) do x, p
        dudt(u, p, t) = vec(model(reshape(u, size(x)), p))
        # Note the `p.model` here
        prob = ODEProblem(ODEFunction{false}(dudt), vec(x), tspan, p.model)
        @return solve(prob, solver; kwargs...)
    end
end
NeuralODECompact (generic function with 1 method)

We recommend using the compact macro for creating custom layers. The below implementation exists mostly for historical reasons when @compact was not part of the stable API. Also, it helps users understand how the layer interface of Lux works.

The NeuralODE is a ContainerLayer, which stores a model. The parameters and states of the NeuralODE are same as those of the underlying model.

julia
struct NeuralODE{M <: Lux.AbstractLuxLayer, So, T, K} <: Lux.AbstractLuxWrapperLayer{:model}
    model::M
    solver::So
    tspan::T
    kwargs::K
end

function NeuralODE(
        model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...)
    return NeuralODE(model, solver, tspan, kwargs)
end
Main.var"##225".NeuralODE

OrdinaryDiffEq.jl can deal with non-Vector Inputs! However, certain discrete sensitivities like ReverseDiffAdjoint can't handle non-Vector inputs. Hence, we need to convert the input and output of the ODE solver to a Vector.

julia
function (n::NeuralODE)(x, ps, st)
    function dudt(u, p, t)
        u_, st = n.model(reshape(u, size(x)), p, st)
        return vec(u_)
    end
    prob = ODEProblem{false}(ODEFunction{false}(dudt), vec(x), n.tspan, ps)
    return solve(prob, n.solver; n.kwargs...), st
end

@views diffeqsol_to_array(l::Int, x::ODESolution) = reshape(last(x.u), (l, :))
@views diffeqsol_to_array(l::Int, x::AbstractMatrix) = reshape(x[:, end], (l, :))
diffeqsol_to_array (generic function with 2 methods)

Create and Initialize the Neural ODE Layer

julia
function create_model(model_fn=NeuralODE; dev=gpu_device(), use_named_tuple::Bool=false,
        sensealg=InterpolatingAdjoint(; autojacvec=ZygoteVJP()))
    # Construct the Neural ODE Model
    model = Chain(FlattenLayer(),
        Dense(784 => 20, tanh),
        model_fn(
            Chain(Dense(20 => 10, tanh), Dense(10 => 10, tanh), Dense(10 => 20, tanh));
            save_everystep=false, reltol=1.0f-3,
            abstol=1.0f-3, save_start=false, sensealg),
        Base.Fix1(diffeqsol_to_array, 20),
        Dense(20 => 10))

    rng = Random.default_rng()
    Random.seed!(rng, 0)

    ps, st = Lux.setup(rng, model)
    ps = (use_named_tuple ? ps : ComponentArray(ps)) |> dev
    st = st |> dev

    return model, ps, st
end
create_model (generic function with 2 methods)

Define Utility Functions

julia
const logitcrossentropy = CrossEntropyLoss(; logits=Val(true))

function accuracy(model, ps, st, dataloader)
    total_correct, total = 0, 0
    st = Lux.testmode(st)
    for (x, y) in dataloader
        target_class = onecold(y)
        predicted_class = onecold(first(model(x, ps, st)))
        total_correct += sum(target_class .== predicted_class)
        total += length(target_class)
    end
    return total_correct / total
end
accuracy (generic function with 1 method)

Training

julia
function train(model_function; cpu::Bool=false, kwargs...)
    dev = cpu ? cpu_device() : gpu_device()
    model, ps, st = create_model(model_function; dev, kwargs...)

    # Training
    train_dataloader, test_dataloader = loadmnist(128, 0.9) |> dev

    tstate = Training.TrainState(model, ps, st, Adam(0.001f0))

    ### Lets train the model
    nepochs = 9
    for epoch in 1:nepochs
        stime = time()
        for (x, y) in train_dataloader
            _, _, _, tstate = Training.single_train_step!(
                AutoZygote(), logitcrossentropy, (x, y), tstate)
        end
        ttime = time() - stime

        tr_acc = accuracy(model, tstate.parameters, tstate.states, train_dataloader) * 100
        te_acc = accuracy(model, tstate.parameters, tstate.states, test_dataloader) * 100
        @printf "[%d/%d]\tTime %.4fs\tTraining Accuracy: %.5f%%\tTest \
                 Accuracy: %.5f%%\n" epoch nepochs ttime tr_acc te_acc
    end
end

train(NeuralODECompact)
[1/9]	Time 119.3246s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.5312s	Training Accuracy: 58.22222%	Test Accuracy: 57.33333%
[3/9]	Time 0.5539s	Training Accuracy: 67.85185%	Test Accuracy: 70.66667%
[4/9]	Time 0.7081s	Training Accuracy: 74.29630%	Test Accuracy: 74.66667%
[5/9]	Time 0.5177s	Training Accuracy: 76.29630%	Test Accuracy: 76.00000%
[6/9]	Time 0.5233s	Training Accuracy: 78.74074%	Test Accuracy: 80.00000%
[7/9]	Time 0.7505s	Training Accuracy: 82.22222%	Test Accuracy: 81.33333%
[8/9]	Time 0.4885s	Training Accuracy: 83.62963%	Test Accuracy: 83.33333%
[9/9]	Time 0.4901s	Training Accuracy: 85.18519%	Test Accuracy: 82.66667%
julia
train(NeuralODE)
[1/9]	Time 35.8359s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.4953s	Training Accuracy: 57.18519%	Test Accuracy: 57.33333%
[3/9]	Time 0.5133s	Training Accuracy: 68.37037%	Test Accuracy: 68.00000%
[4/9]	Time 0.6912s	Training Accuracy: 73.77778%	Test Accuracy: 75.33333%
[5/9]	Time 0.4948s	Training Accuracy: 76.14815%	Test Accuracy: 77.33333%
[6/9]	Time 0.5044s	Training Accuracy: 79.48148%	Test Accuracy: 80.66667%
[7/9]	Time 0.7635s	Training Accuracy: 81.25926%	Test Accuracy: 80.66667%
[8/9]	Time 0.5335s	Training Accuracy: 83.40741%	Test Accuracy: 82.66667%
[9/9]	Time 0.5223s	Training Accuracy: 84.81481%	Test Accuracy: 82.00000%

We can also change the sensealg and train the model! GaussAdjoint allows you to use any arbitrary parameter structure and not just a flat vector (ComponentArray).

julia
train(NeuralODE; sensealg=GaussAdjoint(; autojacvec=ZygoteVJP()), use_named_tuple=true)
[1/9]	Time 41.8149s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.4753s	Training Accuracy: 58.44444%	Test Accuracy: 58.00000%
[3/9]	Time 0.4847s	Training Accuracy: 66.96296%	Test Accuracy: 68.00000%
[4/9]	Time 0.6928s	Training Accuracy: 72.44444%	Test Accuracy: 73.33333%
[5/9]	Time 0.4855s	Training Accuracy: 76.37037%	Test Accuracy: 76.00000%
[6/9]	Time 0.4877s	Training Accuracy: 78.81481%	Test Accuracy: 79.33333%
[7/9]	Time 0.6701s	Training Accuracy: 80.51852%	Test Accuracy: 81.33333%
[8/9]	Time 0.5064s	Training Accuracy: 82.74074%	Test Accuracy: 83.33333%
[9/9]	Time 0.4831s	Training Accuracy: 85.25926%	Test Accuracy: 82.66667%

But remember some AD backends like ReverseDiff is not GPU compatible. For a model this size, you will notice that training time is significantly lower for training on CPU than on GPU.

julia
train(NeuralODE; sensealg=InterpolatingAdjoint(; autojacvec=ReverseDiffVJP()), cpu=true)
[1/9]	Time 97.5937s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 13.8768s	Training Accuracy: 58.74074%	Test Accuracy: 56.66667%
[3/9]	Time 16.3562s	Training Accuracy: 69.92593%	Test Accuracy: 71.33333%
[4/9]	Time 12.9808s	Training Accuracy: 72.81481%	Test Accuracy: 74.00000%
[5/9]	Time 14.7354s	Training Accuracy: 76.37037%	Test Accuracy: 78.66667%
[6/9]	Time 14.5328s	Training Accuracy: 79.03704%	Test Accuracy: 80.66667%
[7/9]	Time 15.7049s	Training Accuracy: 81.62963%	Test Accuracy: 80.66667%
[8/9]	Time 16.1192s	Training Accuracy: 83.33333%	Test Accuracy: 80.00000%
[9/9]	Time 15.7214s	Training Accuracy: 85.40741%	Test Accuracy: 82.00000%

For completeness, let's also test out discrete sensitivities!

julia
train(NeuralODE; sensealg=ReverseDiffAdjoint(), cpu=true)
[1/9]	Time 49.4503s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 25.4115s	Training Accuracy: 58.66667%	Test Accuracy: 57.33333%
[3/9]	Time 24.4393s	Training Accuracy: 69.70370%	Test Accuracy: 71.33333%
[4/9]	Time 28.4498s	Training Accuracy: 72.74074%	Test Accuracy: 74.00000%
[5/9]	Time 27.8619s	Training Accuracy: 76.14815%	Test Accuracy: 78.66667%
[6/9]	Time 27.9356s	Training Accuracy: 79.03704%	Test Accuracy: 80.66667%
[7/9]	Time 27.6117s	Training Accuracy: 81.55556%	Test Accuracy: 80.66667%
[8/9]	Time 35.9828s	Training Accuracy: 83.40741%	Test Accuracy: 80.00000%
[9/9]	Time 30.0076s	Training Accuracy: 85.25926%	Test Accuracy: 81.33333%

Alternate Implementation using Stateful Layer

Starting v0.5.5, Lux provides a StatefulLuxLayer which can be used to avoid the Boxing of st. Using the @compact API avoids this problem entirely.

julia
struct StatefulNeuralODE{M <: Lux.AbstractLuxLayer, So, T, K} <:
       Lux.AbstractLuxWrapperLayer{:model}
    model::M
    solver::So
    tspan::T
    kwargs::K
end

function StatefulNeuralODE(
        model::Lux.AbstractLuxLayer; solver=Tsit5(), tspan=(0.0f0, 1.0f0), kwargs...)
    return StatefulNeuralODE(model, solver, tspan, kwargs)
end

function (n::StatefulNeuralODE)(x, ps, st)
    st_model = StatefulLuxLayer{true}(n.model, ps, st)
    dudt(u, p, t) = st_model(u, p)
    prob = ODEProblem{false}(ODEFunction{false}(dudt), x, n.tspan, ps)
    return solve(prob, n.solver; n.kwargs...), st_model.st
end

Train the new Stateful Neural ODE

julia
train(StatefulNeuralODE)
[1/9]	Time 40.0075s	Training Accuracy: 37.48148%	Test Accuracy: 40.00000%
[2/9]	Time 0.6723s	Training Accuracy: 58.22222%	Test Accuracy: 55.33333%
[3/9]	Time 0.5063s	Training Accuracy: 68.29630%	Test Accuracy: 68.66667%
[4/9]	Time 0.4946s	Training Accuracy: 73.11111%	Test Accuracy: 76.00000%
[5/9]	Time 0.4959s	Training Accuracy: 75.92593%	Test Accuracy: 76.66667%
[6/9]	Time 0.8765s	Training Accuracy: 78.96296%	Test Accuracy: 80.66667%
[7/9]	Time 0.4838s	Training Accuracy: 80.81481%	Test Accuracy: 81.33333%
[8/9]	Time 0.4902s	Training Accuracy: 83.25926%	Test Accuracy: 82.66667%
[9/9]	Time 0.4858s	Training Accuracy: 84.59259%	Test Accuracy: 82.00000%

We might not see a significant difference in the training time, but let us investigate the type stabilities of the layers.

Type Stability

julia
model, ps, st = create_model(NeuralODE)

model_stateful, ps_stateful, st_stateful = create_model(StatefulNeuralODE)

x = gpu_device()(ones(Float32, 28, 28, 1, 3));

NeuralODE is not type stable due to the boxing of st

julia
@code_warntype model(x, ps, st)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-10/julialang/lux-dot-jl/src/layers/containers.jl:480
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}
  st::Core.Const((layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = (layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = NamedTuple()), layer_4 = NamedTuple(), layer_5 = NamedTuple()))
Body::TUPLE{CUDA.CUARRAY{FLOAT32, 2, CUDA.DEVICEMEMORY}, NAMEDTUPLE{(:LAYER_1, :LAYER_2, :LAYER_3, :LAYER_4, :LAYER_5), <:TUPLE{@NAMEDTUPLE{}, @NAMEDTUPLE{}, ANY, @NAMEDTUPLE{}, @NAMEDTUPLE{}}}}
1 ─ %1 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".NeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %2 = Lux.applychain(%1, x, ps, st)::TUPLE{CUDA.CUARRAY{FLOAT32, 2, CUDA.DEVICEMEMORY}, NAMEDTUPLE{(:LAYER_1, :LAYER_2, :LAYER_3, :LAYER_4, :LAYER_5), <:TUPLE{@NAMEDTUPLE{}, @NAMEDTUPLE{}, ANY, @NAMEDTUPLE{}, @NAMEDTUPLE{}}}}
└──      return %2

We avoid the problem entirely by using StatefulNeuralODE

julia
@code_warntype model_stateful(x, ps_stateful, st_stateful)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-10/julialang/lux-dot-jl/src/layers/containers.jl:480
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}
  st::Core.Const((layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = (layer_1 = NamedTuple(), layer_2 = NamedTuple(), layer_3 = NamedTuple()), layer_4 = NamedTuple(), layer_5 = NamedTuple()))
Body::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
1 ─ %1 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Main.var"##225".StatefulNeuralODE{Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}, OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, Tuple{Float32, Float32}, Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %2 = Lux.applychain(%1, x, ps, st)::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
└──      return %2

Note, that we still recommend using this layer internally and not exposing this as the default API to the users.

Finally checking the compact model

julia
model_compact, ps_compact, st_compact = create_model(NeuralODECompact)

@code_warntype model_compact(x, ps_compact, st_compact)
MethodInstance for (::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##225".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing})(::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}, ::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(model = ViewAxis(1:540, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))),)), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}, ::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}})
  from (c::Lux.Chain)(x, ps, st::NamedTuple) @ Lux /var/lib/buildkite-agent/builds/gpuci-10/julialang/lux-dot-jl/src/layers/containers.jl:480
Arguments
  c::Lux.Chain{@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##225".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}
  x::CUDA.CuArray{Float32, 4, CUDA.DeviceMemory}
  ps::ComponentArrays.ComponentVector{Float32, CUDA.CuArray{Float32, 1, CUDA.DeviceMemory}, Tuple{ComponentArrays.Axis{(layer_1 = 1:0, layer_2 = ViewAxis(1:15700, Axis(weight = ViewAxis(1:15680, ShapedAxis((20, 784))), bias = 15681:15700)), layer_3 = ViewAxis(15701:16240, Axis(model = ViewAxis(1:540, Axis(layer_1 = ViewAxis(1:210, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)), layer_2 = ViewAxis(211:320, Axis(weight = ViewAxis(1:100, ShapedAxis((10, 10))), bias = 101:110)), layer_3 = ViewAxis(321:540, Axis(weight = ViewAxis(1:200, ShapedAxis((20, 10))), bias = 201:220)))),)), layer_4 = 16241:16240, layer_5 = ViewAxis(16241:16450, Axis(weight = ViewAxis(1:200, ShapedAxis((10, 20))), bias = 201:210)))}}}
  st::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}
Body::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
1 ─ %1 = Base.getproperty(c, :layers)::@NamedTuple{layer_1::Lux.FlattenLayer{Nothing}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.CompactLuxLayer{:₋₋₋no_special_dispatch₋₋₋, Main.var"##225".var"#2#3", Nothing, @NamedTuple{model::Lux.Chain{@NamedTuple{layer_1::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_2::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}, layer_3::Lux.Dense{typeof(tanh), Int64, Int64, Nothing, Nothing, Static.True}}, Nothing}}, Lux.CompactMacroImpl.ValueStorage{@NamedTuple{}, @NamedTuple{solver::Returns{OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}}, tspan::Returns{Tuple{Float32, Float32}}}}, Tuple{Tuple{Symbol}, Tuple{Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::Lux.WrappedFunction{Base.Fix1{typeof(Main.var"##225".diffeqsol_to_array), Int64}}, layer_5::Lux.Dense{typeof(identity), Int64, Int64, Nothing, Nothing, Static.True}}
│   %2 = Lux.applychain(%1, x, ps, st)::Tuple{CUDA.CuArray{Float32, 2, CUDA.DeviceMemory}, @NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{model::@NamedTuple{layer_1::@NamedTuple{}, layer_2::@NamedTuple{}, layer_3::@NamedTuple{}}, solver::OrdinaryDiffEqTsit5.Tsit5{typeof(OrdinaryDiffEqCore.trivial_limiter!), typeof(OrdinaryDiffEqCore.trivial_limiter!), Static.False}, tspan::Tuple{Float32, Float32}, ₋₋₋kwargs₋₋₋::Lux.CompactMacroImpl.KwargsStorage{@NamedTuple{kwargs::Base.Pairs{Symbol, Any, NTuple{5, Symbol}, @NamedTuple{save_everystep::Bool, reltol::Float32, abstol::Float32, save_start::Bool, sensealg::SciMLSensitivity.InterpolatingAdjoint{0, true, Val{:central}, SciMLSensitivity.ZygoteVJP}}}}}}, layer_4::@NamedTuple{}, layer_5::@NamedTuple{}}}
└──      return %2

Appendix

julia
using InteractiveUtils
InteractiveUtils.versioninfo()

if @isdefined(MLDataDevices)
    if @isdefined(CUDA) && MLDataDevices.functional(CUDADevice)
        println()
        CUDA.versioninfo()
    end

    if @isdefined(AMDGPU) && MLDataDevices.functional(AMDGPUDevice)
        println()
        AMDGPU.versioninfo()
    end
end
Julia Version 1.10.6
Commit 67dffc4a8ae (2024-10-28 12:23 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 48 × AMD EPYC 7402 24-Core Processor
  WORD_SIZE: 64
  LIBM: libopenlibm
  LLVM: libLLVM-15.0.7 (ORCJIT, znver2)
Threads: 48 default, 0 interactive, 24 GC (on 2 virtual cores)
Environment:
  JULIA_CPU_THREADS = 2
  JULIA_DEPOT_PATH = /root/.cache/julia-buildkite-plugin/depots/01872db4-8c79-43af-ab7d-12abac4f24f6
  LD_LIBRARY_PATH = /usr/local/nvidia/lib:/usr/local/nvidia/lib64
  JULIA_PKG_SERVER = 
  JULIA_NUM_THREADS = 48
  JULIA_CUDA_HARD_MEMORY_LIMIT = 100%
  JULIA_PKG_PRECOMPILE_AUTO = 0
  JULIA_DEBUG = Literate

CUDA runtime 12.6, artifact installation
CUDA driver 12.6
NVIDIA driver 560.35.3

CUDA libraries: 
- CUBLAS: 12.6.3
- CURAND: 10.3.7
- CUFFT: 11.3.0
- CUSOLVER: 11.7.1
- CUSPARSE: 12.5.4
- CUPTI: 2024.3.2 (API 24.0.0)
- NVML: 12.0.0+560.35.3

Julia packages: 
- CUDA: 5.5.2
- CUDA_Driver_jll: 0.10.3+0
- CUDA_Runtime_jll: 0.15.4+0

Toolchain:
- Julia: 1.10.6
- LLVM: 15.0.7

Environment:
- JULIA_CUDA_HARD_MEMORY_LIMIT: 100%

1 device:
  0: NVIDIA A100-PCIE-40GB MIG 1g.5gb (sm_80, 3.889 GiB / 4.750 GiB available)

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